Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 02/28/2025.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MPIQ Core ETFs Tactical Asset Allocation Moderate | 1.26% | 10.08% | 5.40% | 7.15% | 6.23% | 8.32% | 9.93% | 9.45% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MPIQ Core ETFs Tactical Asset Allocation Moderate | 12/31/2000 | 05/09/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 02/28/2025.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.44 | 10.08 | 5.40 | 7.15 | 6.23 | 8.32 | 9.93 | 9.45 | 1.26 | 12.13 | 14.24 | -15.43 | 19.20 | 4.18 | 19.21 | -3.06 | 12.34 | 7.44 | -0.79 | 6.70 | 12.45 | 15.55 | 5.80 | 19.61 | 13.38 | 12.94 | 16.77 | 20.87 | 8.81 | 9.56 | 16.53 | 2.71 | 2.31 |
| Sharpe Ratio | NA | -0.10 | 0.20 | 0.52 | 0.39 | NA | NA | 0.77 | -0.18 | 0.65 | 1.21 | -1.19 | 2.09 | 0.18 | 2.78 | -0.47 | 2.28 | 0.82 | -0.09 | 0.94 | 1.75 | 2.10 | 0.38 | 1.45 | 1.03 | 1.73 | 0.94 | 1.70 | 0.78 | 1.18 | 2.34 | 1.32 | 0.01 |
| Standard Deviation(%) | NA | 10.58 | 10.58 | 10.73 | 11.28 | NA | NA | 10.28 | 13.48 | 8.52 | 8.24 | 14.11 | 9.17 | 22.11 | 6.41 | 9.36 | 5.13 | 8.79 | 9.36 | 7.11 | 7.09 | 7.37 | 15.26 | 13.49 | 12.91 | 6.93 | 14.66 | 10.33 | 8.47 | 7.32 | 6.77 | 1.21 | 0.05 |
| Draw Down(%) | NA | 11.82 | 12.24 | 19.61 | 28.01 | NA | NA | 28.01 | 11.72 | 5.25 | 6.36 | 19.61 | 4.28 | 28.01 | 3.33 | 9.60 | 1.87 | 6.06 | 10.46 | 6.71 | 6.73 | 5.22 | 12.22 | 8.45 | 8.64 | 5.25 | 8.71 | 8.96 | 5.66 | 5.68 | 2.65 | 0.80 | 0.00 |
| Yield(%) | NA | 2.41 | 2.86 | 2.83 | 2.77 | NA | NA | 0.00 | 0.09 | 3.08 | 2.85 | 3.26 | 3.13 | 2.01 | 3.15 | 2.21 | 2.89 | 3.14 | 2.49 | 3.73 | 1.93 | 3.51 | 2.73 | 3.19 | 3.19 | 3.10 | 3.08 | 3.52 | 3.16 | 2.39 | 1.92 | 1.49 | 2.31 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MPIQ Core ETFs Tactical Asset Allocation Moderate |
1.29%
Sep 2019 - Sep 2022 |
2.29%
Mar 2015 - Mar 2020 |
5.16%
Oct 2013 - Oct 2023 |
7.62%
Apr 2010 - Apr 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MPIQ Core ETFs Tactical Asset Allocation Moderate |
18.79%
Oct 2004 - Oct 2007 |
17.66%
Oct 2005 - Oct 2010 |
14.46%
Apr 2003 - Apr 2013 |
11.92%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart